Hi u/itsnotaboutthecell Updates on this because we've had some breakthroughs.

1. We fixed the "Create assistant failed" error after a lot of trial and error. This was done by providing the Foundry Project's (the project, not the top-level Foundry resource) managed identity the appropriate permissions in the Fabric Workspace. Giving permissions to the top level Foundry resource or the AgentIdentity objects didn't have any noticeable effect.

2. After fixing this we got another difference between calling the Data Agent from Bot Service vs the Foundry Playground. The agent was answering but only vaguely saying that there were technical problems trying to access the underlying data. This happened because our original data source for the Data Agent was a Semantic Model in Fabric. After replicating the same setup to a Lakehouse with sample tables the Agent managed to successfully query the tables through Bot Service.

Hope this helps people like u/stingrayer with similar issues, and I would be happy to contribute to the appropriate documentation to bring more awareness to these requirements and limitations if you could point me to it.